The US-spec foglights require that they can only be on if the headlights are on. Also, since DOT regulations state that no more than 4 lights can be on in the front of the vehicle, the foglights cannot be on while the highbeams are in use (since the 2 low beams and 2 high beams = 4), so the foglights turn off if if you use the highbeams.

However, Euro-spec models do not have these requirements. Since heavy fog is common in Europe, the foglights can operate independently of the headlights. And to help see using the most light possible, the foglights do not disable when the high beams are in use.

You can always replace your foglight relay with a Euro-spec relay to change its functions. But it's possible to modify your existing relay to operate just like Euro-spec.

(Thanks to SDSUpaintballplayer for providing the How2 instructions)

1) Remove the cover under your steering column (3 screws):

2) Find the relays (above the drivers left leg position):

3) Pull the one on the bottom that is white and labeled "213":

4) Turn it over and it will look like this:

5) Pull the white cover off it, it will look like this from the top:

6) Here's the tricky part. Slide the metal part out (it has tabs). One side does not matter if you keep the plastic mounting spot intact, but the other one will help hold it in the new position. Pull it out and reinsert it like this:

7) Install the relay and put everything back again. Here's the results:

One final note: When you turn the car off, you must NOT leave your parking lights/fogs on, or lights will stay on thus draining your battery. The lights only turn off in the "headlight" position, not the "parking light" position.